Gather all ingredients, and preheat the oven to 400 degrees F (200 degrees C).

Combine onion, carrots, celery, and oil in a large roasting pan; toss to coat. Place turkey wings on top of vegetables.

Roast in the preheated oven until turkey wings are browned and vegetables are caramelized and softened, 45 to 60 minutes.

Transfer turkey wings and vegetables to a large stockpot.

Place the roasting pan over a stovetop burner set to medium heat. Pour 2 tablespoons cold water into the pan and bring to a boil, scraping up any browned bits.

Pour mixture into the stockpot and add 10 cups cold water, thyme, and garlic.

Bring turkey wing mixture to a boil. Reduce heat to low and simmer, uncovered, until meat falls off the bone, about 3 hours. Skim off turkey fat throughout the process, reserving 2 tablespoons.

Strain turkey stock and reserve 6 cups stock; discard all solids.

Heat butter and reserved turkey fat in a large saucepan over medium heat. Whisk in flour and cook until it smells like cooked pie crust, 2 to 3 minutes.

Slowly pour in reserved turkey stock, whisking constantly.

Increase heat to high and simmer gravy until thick and warmed through, about 5 minutes. Season with cayenne, salt, and black pepper.

Serve and enjoy!